Precise large deviation results for sums of sub-exponential claims in a size-dependent renewal risk model (Q277256): Difference between revisions

@@ Property / author @@
-Xin Mei Shen
@@ Property / author: Xin Mei Shen / rank @@
-Normal rank
@@ Property / author @@
+Xin Mei Shen
@@ Property / author: Xin Mei Shen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2016.03.002
+Normal rank
@@ Property / OpenAlex ID @@
+W2302292022
@@ Property / OpenAlex ID: W2302292022 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential Behavior in the Presence of Dependence in Risk Theory
+Normal rank
@@ Property / cites work @@
+Extremes on the discounted aggregate claims in a time dependent risk model
+Normal rank
@@ Property / cites work @@
+Dependent Risk Models with Bivariate Phase-Type Distributions
+Normal rank
@@ Property / cites work @@
+Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times
+Normal rank
@@ Property / cites work @@
+Precise large deviation results for the total claim amount under subexponential claim sizes
+Normal rank
@@ Property / cites work @@
+On a risk model with dependence between interclaim arrivals and claim sizes
+Normal rank
@@ Property / cites work @@
+Precise large deviations of aggregate claims in a size-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
+Normal rank
@@ Property / cites work @@
+A large deviation result for aggregate claims with dependent claim occurrences
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed random sums with applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+A property of the renewal counting process with application to the finite-time ruin probability
+Normal rank
@@ Property / cites work @@
+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
+Normal rank
@@ Property / cites work @@
+Large deviations of heavy-tailed sums with applications in insurance
+Normal rank
@@ Property / cites work @@
+Precise large deviations for sums of random variables with consistently varying tails
+Normal rank
@@ Property / cites work @@
+Large deviations for heavy-tailed random sums in compound renewal model
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:277256